+5,831.7%
FIX vs HSY
+121.4%
+5,710.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +3.0% | +2.2% |
| 7D | +6.0% | -3.3% | +9.3% | +6.8% |
| 30D | -7.2% | -2.8% | -4.4% | -6.8% |
| 3M | -15.9% | -4.5% | -11.4% | -15.6% |
| 6M | +12.7% | -24.2% | +37.0% | +20.4% |
| YTD | +72.8% | -2.7% | +75.5% | +71.5% |
| 1Y | +122.9% | -3.7% | +126.6% | +121.2% |
| 3Y | +774.3% | -11.5% | +785.8% | +773.5% |
| 5Y | +2,049.5% | +10.3% | +2,039.1% | +1,781.3% |
| All | +5,831.7% | +121.4% | +5,710.4% | +3,746.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HSY.
Daily Out/Under-Performance
Portfolio return minus HSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HSY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded HSY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling